+124.6%
CLF vs JHX
+106.3%
+18.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.5% |
| 7D | -3.5% | -6.3% | +2.8% | -0.5% |
| 30D | -1.6% | -7.7% | +6.2% | +2.0% |
| 3M | -12.0% | +19.2% | -31.2% | -19.8% |
| 6M | +30.0% | +38.3% | -8.3% | +9.7% |
| YTD | -9.2% | +37.2% | -46.4% | -23.0% |
| 1Y | +2.3% | +42.3% | -40.0% | -15.6% |
| 3Y | -14.4% | -4.4% | -10.0% | -25.2% |
| 5Y | -48.3% | -26.4% | -22.0% | -49.4% |
| All | +124.6% | +106.3% | +18.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling